| Job Location | United Arab Emirates |
| Education | Graduate |
| Salary | Not Mentioned |
| Industry | Banking/FinancialServicesCorporatePlanning/Consulting |
| Functional Area | Not Mentioned |
Assistant Manager ? Model Risk ManagementJob Location : UAEDescription :?Support in the Model Risk Management along with IFRS 9 / PD, LGD, EAD Model Development, Validation and Stress testing.?Support in Model Governance Framework that includes model risk policy, model lifecycle, model inventory, procedures to development & testing, validation, performance attributes etc.?Data management for the development of risk models but not limited to PD, LGD, EAD and impairment models for Corporate / SME and Retail portfolio.Qualifications:?4-7 years of risk management experience creating predictive models in the financial industry.?Have previous experience in the implementation of Basel IRB or IFRS 9?Hands-on experience related to ECL computation and SICR criteria implementation.?Good understanding about PD and LGD data collection and consolidation for financial and regulatory reporting.
Keyskills :
experiencerelatedtoECLcomputationandSICRcriteriaimplementation
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